Thomas Herbert Oakley - reputedly born in Nottinghamshire 1860

Have been having great trouble trying to sort the history of this man - have some intermittent records once he married one Fanny Julia Fox in Dorchester, Dorset - though even then the record is patchy. His early life seems a complete mystery. Apparently born in Nottinghamshire (though no confirmation of this, he may have been a Royal Horse Artillery soldier before marriage.
I seem to have exhausted most of the on-line sources - can anyone provide some clues or guidance?

Dear Silver Vixen
Many thanks for your response
Have records (inc. M/C) of Fanny Julia Fox/Thomas Herbert Orkley (should be Oakley from M/C.
Will check your Thomas Henry death in Notts 1887,age 0 to see if any of my parish records tie up
The 1887 Thomas Henry Orkley (Oakley) was the second son of Thomas Herbert and Fanny Julia. He ended up in the army in 1904.
Frank William was the first son and also spent some time in the army.
Sarah Orkley (Oakley) was first daughter of Thomas Herbert and Fanny Julia
and was the original cause of my problems. She seems (1911 Census) to be married to one Arthur Edmund Little, but M/C records him marrying "Annie Oakley" in 1907.
As you say, Annie Oakley was born in 1894, a little young to be marrying in 1907? However is it just a coincidence that Sarah has a sister Annie?
However, back to Thomas Herbert Orkley(Oakley) - At the baptism of his son Frank William in 1885, father is recorded as a "former soldier RHA (Royal Horse Artillery I assume). It is this early part of Thomas Herbert's life (birth to marriage) which I am finding impossible to pin down.
Be glad for any pointers
Regards Alan Dummer

Dear Silver Vixen, ref your 24/9/2012 11:04 message - concur with everyting - plus - M/C of Fanny Julia and Thomas Herbert shows his name as OAKLEY and he is recorded as a "groom", father a John Oakley.
Agree the 1883 Thomas Henry Orkley is recorded - problem is I have been unable to pin down the parents so far.
The rest of the children are as you say. I have a partial army service record for Thomas Henry Oakley. Confirms that he and his brother Frank William were in the Dorset Regiment and N.O.K are noted as father, Thomas Oakley and mother Fanny Oakley of Rye Hill, Warminster and brother (elder),Frank William Oakley of the Dorset Regiment.
ref your 24/9/2012, 12:06 message - think this London family is a bit of a dead end - nothing really ties up to our Dorset/Wilts family.
Still not having any joy with George Herbert Oakley's pre-marriage life, but will keep trying.